+553.7%
MS vs FTV
+107.5%
+446.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.4% |
| 7D | +0.8% | +1.4% | -0.6% | 0.0% |
| 30D | -0.7% | +18.3% | -19.0% | -11.6% |
| 3M | -12.4% | +9.8% | -22.2% | -18.1% |
| 6M | -1.7% | +12.3% | -14.1% | -10.4% |
| YTD | +8.0% | +23.1% | -15.0% | -9.1% |
| 1Y | +16.2% | +32.5% | -16.3% | -7.6% |
| 3Y | +171.3% | +38.3% | +133.0% | +104.2% |
| 5Y | +124.8% | +16.8% | +107.9% | +87.8% |
| 10Y | +553.7% | +106.6% | +447.1% | +251.9% |
| All | +553.7% | +107.5% | +446.2% | +251.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling